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SGI Italian Government Bond Index

Index level: 1518.74 as of 19/10/2017

Graph

For comparison purpose Index level basis 100 as of

Statistics

1 M 6 M YTD 1 Y 3 Y
Cumulative Performance +1.31 % +6.50 % +4.14 % +0.30 % +22.25 %
Annualized Performance +0.30 % +6.93 %
Annualized Volatility +6.60 % +7.29 % +7.61 % +8.69 % +8.50 %
Sharpe Ratio 0.03 0.81
Max Drawdown -1.34 % -3.32 % -6.07 % -9.02 % -13.96 %

The SGI Italian Government Bond Index has been backtested since 14/09/2009 and calculated since 02/09/2013.
THE FIGURES RELATING TO PAST PERFORMANCES AND SIMULATED PAST PERFORMANCES REFER OR RELATE TO PAST PERIODS AND ARE NOT A RELIABLE INDICATOR OF FUTURE RESULTS. THIS ALSO APPLIES TO HISTORICAL MARKET DATA.


The SGI Italian Government Bond Index (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.